+21.2%
IGV vs VICR
+42.6%
-21.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.5% | -0.2% |
| 7D | -5.4% | -0.4% | -5.0% | -5.4% |
| 30D | -2.6% | -15.6% | +13.0% | -0.8% |
| 3M | +10.5% | -35.4% | +45.9% | +14.9% |
| 6M | +18.2% | +1.3% | +16.9% | +11.7% |
| YTD | -4.2% | +62.5% | -66.7% | -17.4% |
| 1Y | -9.8% | +255.5% | -265.3% | -33.2% |
| 3Y | +39.1% | +182.0% | -142.9% | +1.1% |
| 5Y | +21.2% | +42.9% | -21.7% | -5.5% |
| All | +21.2% | +42.6% | -21.4% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VICR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling